已知数据输入证券数量证券数量4命令按钮证券投资比重预期收益率标准差50%40%最优投资组合证券1证券2证券351.53%4.49%-57.98%19.54%30.80%无风险资产数据无风险利率6%输入各个证券的预期收益率证券1证券2证券3证券4预期收益率8%12%6%18%标准差32%26%45%36%输入各个证券间的协方差矩阵证券1证券2证券3证券4证券10.10240.03280.0655-0.0022证券20.03280.0676-0.00580.0184证券30.0655-0.00580.20250.0823证券4-0.00220.01840.08230.1296单位向量
1
1
计算过程
参数A参数B参数C参数D
绘图数据预期收益率标准差0.00%43.01%2.00%37.73%4.00%32.75%
CAL线绘图数据6.00%28.26%标准差收益率8.00%24.51%0.00%6.00%10.00%21.%30.80%19.54%12.00%20.83%98.39%49.23%14.00%21.56%
16.00%23.92%18.00%27.50%20.00%31.88%22.00%36.77%24.00%42.01%26.00%47.47%28.00%53.09%30.00%58.83%32.00%.%34.00%70.51%36.00%76.44%38.00%82.40%40.00%88.39%2.810290.447323.06182.41787
1
1
预期收益率30%20%10%0%0%20%40%60%标准差80%证券4101.96%
0%100%
